statsmodels.tsa.stattools.AcfResult#
- class statsmodels.tsa.stattools.AcfResult(acf, confint, qstat, pvalues)[source]#
Result of
acf.- Parameters:
- acf
ndarray The autocorrelation function for lags 0, 1, …, nlags. Shape (nlags+1,).
- confint
ndarrayorNone Confidence intervals for the ACF at lags 0, 1, …, nlags. Shape (nlags + 1, 2).
Noneunlessalphawas not None.- qstat
ndarrayorNone The Ljung-Box Q-statistic for autocorrelation parameters.
Noneunlessqstatwas True.- pvalues
ndarrayorNone The p-values associated with the Q-statistics of the Ljung-Box autocorrelation test.
Noneunlessqstatwas True.
- acf
Methods
count(value, /)Return number of occurrences of value.
index(value[, start, stop])Return first index of value.
Methods
count(value, /)Return number of occurrences of value.
index(value[, start, stop])Return first index of value.
Properties